Hi all, I would like to estimate the correlation length (or effective size) of the a model’s residuals within the transformed_parameters block. Any idea how to do this efficiently without [rewriting] an autocorrelation function in stan ? Thanks Pascal

Estimation of effectve size in stan code

ariddell March 31, 2018, 8:11pm 5

There’s already a PR, https://github.com/stan-dev/stan/pull/2477 and
associated discussion here
Analysis API

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